REAYX vs. TRDIX
REAYX (Russell Investments Equity Income Fund) and TRDIX (Transamerica Sustainable Equity Income Fund) are both Dividend funds. Over the past 5 years, REAYX returned 10.98%/yr vs 9.22%/yr for TRDIX. Their correlation of 0.90 means they have usually moved in the same direction. REAYX charges 0.66%/yr vs 0.74%/yr for TRDIX.
Performance
REAYX vs. TRDIX - Performance Comparison
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Returns By Period
In the year-to-date period, REAYX achieves a 18.97% return, which is significantly lower than TRDIX's 21.42% return.
REAYX
- 1D
- 0.90%
- 1M
- 3.51%
- 6M
- 13.63%
- YTD
- 18.97%
- 1Y
- 27.96%
- 3Y*
- 17.03%
- 5Y*
- 10.98%
- 10Y*
- —
- ALL TIME*
- 11.98%
TRDIX
- 1D
- 0.77%
- 1M
- 1.65%
- 6M
- 14.44%
- YTD
- 21.42%
- 1Y
- 27.71%
- 3Y*
- 18.25%
- 5Y*
- 9.22%
- 10Y*
- 8.45%
- ALL TIME*
- 7.66%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
REAYX vs. TRDIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
REAYX Russell Investments Equity Income Fund | 18.97% | 14.66% | 11.90% | 12.50% | -8.86% | 27.01% | 9.06% | 29.57% | -8.60% | 13.19% |
TRDIX Transamerica Sustainable Equity Income Fund | 21.42% | 11.15% | 16.62% | 6.17% | -11.25% | 22.44% | -7.53% | 23.47% | -12.21% | 10.77% |
Correlation
The correlation between REAYX and TRDIX is 0.84, meaning they have usually moved in the same direction, including during past declines.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.84 |
Correlation (3Y) Balances recent behavior with more history. | 0.89 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.92 |
Correlation (All Time) Calculated using the full available price history since Mar 1, 2017 | 0.90 |
The correlation between REAYX and TRDIX has been stable across timeframes, ranging from 0.84 to 0.92 - a consistent structural relationship.
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Return for Risk
REAYX vs. TRDIX — Risk / Return Rank
REAYX
TRDIX
REAYX vs. TRDIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Russell Investments Equity Income Fund (REAYX) and Transamerica Sustainable Equity Income Fund (TRDIX). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| REAYX | TRDIX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.50 | ||
| Sortino ratioReturn per unit of downside risk | +0.78 | ||
| Omega ratioGain probability vs. loss probability | 1.51 | 1.41 | +0.10 |
| Calmar ratioReturn relative to maximum drawdown | 4.39 | 2.80 | +1.59 |
| Martin ratioReturn relative to average drawdown | 17.23 | 11.77 | +5.46 |
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Drawdowns
REAYX vs. TRDIX - Drawdown Comparison
The maximum REAYX drawdown since its inception was -36.87%, smaller than the maximum TRDIX drawdown of -47.02%. Use the drawdown chart below to compare losses from any high point for REAYX and TRDIX.
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Drawdown Indicators
| REAYX | TRDIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -36.87% | -47.02% | +10.15% |
Max Drawdown (1Y)Largest decline over 1 year | -6.66% | -10.50% | +3.84% |
Max Drawdown (3Y)Largest decline over 3 years | -20.66% | -15.15% | -5.51% |
Max Drawdown (5Y)Largest decline over 5 years | -20.66% | -31.35% | +10.69% |
Max Drawdown (10Y)Largest decline over 10 years | — | -47.02% | — |
Current DrawdownCurrent decline from peak | 0.00% | 0.00% | 0.00% |
Average DrawdownAverage peak-to-trough decline | -4.85% | -8.86% | +4.01% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.69% | 2.49% | -0.80% |
Volatility
REAYX vs. TRDIX - Volatility Comparison
The current volatility for Russell Investments Equity Income Fund (REAYX) is 2.91%, while Transamerica Sustainable Equity Income Fund (TRDIX) has a volatility of 3.22%. This indicates that REAYX experiences smaller price fluctuations and is considered to be less risky than TRDIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| REAYX | TRDIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.91% | 3.22% | -0.31% |
Volatility (6M)Calculated over the trailing 6-month period | 7.88% | 10.37% | -2.49% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.39% | 12.71% | -2.32% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.74% | 17.94% | -1.20% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.45% | 19.77% | -1.32% |
REAYX vs. TRDIX - Expense Ratio Comparison
REAYX has a 0.66% expense ratio, which is lower than TRDIX's 0.74% expense ratio.
Dividends
REAYX vs. TRDIX - Dividend Comparison
REAYX's dividend yield for the trailing twelve months is around 12.68%, more than TRDIX's 1.17% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
REAYX Russell Investments Equity Income Fund | 12.68% | 15.24% | 15.38% | 13.55% | 19.72% | 10.47% | 3.61% | 1.86% | 45.26% | 14.47% | 0.00% | 0.00% |
TRDIX Transamerica Sustainable Equity Income Fund | 1.17% | 1.47% | 8.93% | 1.89% | 2.13% | 17.89% | 2.19% | 15.03% | 20.64% | 8.73% | 16.84% | 19.55% |
Frequently Asked Questions
REAYX and TRDIX have a correlation of 0.84, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
TRDIX has higher volatility (3.22%) compared to REAYX (2.91%). In terms of maximum drawdown, REAYX dropped -36.87% vs TRDIX's -47.02%.
REAYX currently has the higher Sharpe Ratio (2.82 vs 2.32), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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